All five of these mythical women appear in Atlus' 1994 Reincarnation of the True Goddess if... (真・女神転生 if..., Shin Megami Tensei if...) Super Famicom roleplaying video game, which was never published outside of Japan. Said title was also later ported to the Sony Playstation 1 (2002), Microsoft Windows (2006), and the Nintendo Wii Virtual Console (2011). The "if..." portion of the name refers to the "What if?" nature of the storyline, which changes depending on whether you choose to play as a male or female student and which of your four classmates you partner with. The main "hook" of the Megami Tensei series is that you can potentially recruit most of the monsters in the game into your party, either by negotiating with them during battle, or, by fusing 2-3 other creatures together. So, you could theoretically have any of these five women in your party, the only limitation being the experience levels of your two human characters (with the exception of special "Guardian" monsters, you can't have an entity in your party who's level exceeds theirs, simply because they wouldn't be strong enough to control it--humans are lame like that). Almost all of the creatures in the game are drawn from real world religion/mythology, which is what appeals to me--what other RPG series let's you have crazy combinations like the Norse god Odin, Stephen King's Christine (the car), the Christian archangel Michael, and H.P. Lovecraft's Cthulhu as playable characters?

My original intent was to make a Shin Megami Tensei Build-A-Figure wave of miniature action figures consisting of nothing but female characters, but, that obviously didn't come to fruition (I ran out of both time and enthusiasm). If you're curious as to what the BAF would have been, I was leaning towards Bushyasta, the Zoroastrian goddess of sloth, or Serket, the Egyptian scorpion goddess. I probably would have made one more regular figure as well, simply because BAF waves usually consist of six characters, which would likely have been Kuchisake Onna (Slit-mouthed Woman), a Japanese urban legend with a mutilated smile that makes the Heath Ledger Joker look tame by comparison.

Alp (a variation of "Elf")
Alignment: True Neutral
Clan: Yama (Night Spirits)
Experience Level: 10
- Alps are creatures from Germanic folklore that are kind of a cross between a vampire and an incubus (unlike the game's version, Alps are traditionally male, not female). They prey upon women at night, creating and manipulating nightmares and drinking blood/milk from their victim's nipples. Alps are also one of the creatures that used to get the blame for the condition that we now know to be Sleep Paralysis (waking up at night, temporarily unable to move, with the sensation of something heavy lying on you or sitting on your chest).

Gorgon ("Terrible/Dreadful")
Alignment: Chaotic Neutral
Clan: Kijo (Demonesses)
Experience Level: 40
- A Greek trio of snake-like sisters (Stheno, Euryale, and Medusa) that were so horrible to look upon that anyone meeting their gaze would be transformed into stone.

Morrigan ("Phantom/Great Queen")
Alignment: Lawful Neutral
Clan: Youchou (Legendary Birds)
Experience Level: 42
- An Irish goddess of battle, strife, and sovereignty. Sometimes depicted as a single deity, at other times as a trinity (Babd, Macha, and Nemain/Anand, although the names vary). Morrigan can shapeshift into a variety of forms, but is probably best known for changing into a crow, hence the wings and her affiliation with the Youchou Clan in the game.

Sylph
Alignment: Neutral Good
Clan: Seirei (Elementals)
Experience Level: 24
- An entity from alchemic tradition. In Western alchemy, it was often thought that specific creatures were closely associated with each of the four elements (Sylphs for air, Gnomes for earth, Salamanders for fire, and Undines for water). Originally, Sylphs were described as invisible entities, but, in modern fantasy, they're typically depicted as fairy-like.

Morrigan: Three days; June 1, 2, and 4, 2013. I also had to make a new sword sheath on the 12th, because the first one simply disappeared without a trace. While I don't have any proof, I strongly suspect one of our cats had something to do with that accessory going missing...

Sylph: Two days; May 20 and 21, 2013.

Because I wanted a consistent scale/look for this project, all five of these characters were made from the same mini action figure template, shown above, and then modified as necessary (extra arms for Kali, a completely different lower body for Gorgon, wings for Morrigan and Sylph, etc.) This design is essentially a smaller/slimmer version of my "Cylin-dra" female base body that I've used a couple of times in the past.

For comparison purposes, below are several relevant images:

Official artwork (illustrated by Kazuma "Kaz" Kaneko), sprite, and status screen for the Alp. Note that the drawing's black outfit was changed to purple in the game (probably to provide better contrast against dark backgrounds) along with her tail (which I don't like, because that makes it look like a fake tail sewn to her panties, rather than a real one, which is why I based my figure on the artwork.)

Official artwork (illustrated by Kazuma "Kaz" Kaneko), sprite, and status screen for the Gorgon. The in-game Gorgon is simply a recolored Lamia sprite, as such, it has normal hair instead of the snakes depicted in the drawing.

Official artwork (illustrated by Kazuma "Kaz" Kaneko) and sprite of Kali. Unlike the others, I'm afraid I don't have a picture of Kali's status screen at this point, because her experience level (74) is much higher than my party's (~ 40s), so I haven't been able to create her via fusion yet, nor have I encountered her in battle.

Official artwork (illustrated by Kazuma "Kaz" Kaneko), sprite, and status screen for the Morrigan. I based my figure completely on the sprite (largely because I didn't find that drawing, in which she looks a lot cooler, until after the fact.)

Official artwork (illustrated by Kazuma "Kaz" Kaneko), sprite, and status screen for the Sylph. The game's sprite has simpler clothing, which is the look I went for with my figure.